ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-100 |
110-290 |
0-190 |
0.5% |
111-170 |
| High |
111-020 |
111-090 |
0-070 |
0.2% |
111-270 |
| Low |
110-090 |
110-190 |
0-100 |
0.3% |
110-090 |
| Close |
110-300 |
110-310 |
0-010 |
0.0% |
110-310 |
| Range |
0-250 |
0-220 |
-0-030 |
-12.0% |
1-180 |
| ATR |
0-176 |
0-179 |
0-003 |
1.8% |
0-000 |
| Volume |
34,642 |
129,741 |
95,099 |
274.5% |
210,865 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-003 |
112-217 |
111-111 |
|
| R3 |
112-103 |
111-317 |
111-050 |
|
| R2 |
111-203 |
111-203 |
111-030 |
|
| R1 |
111-097 |
111-097 |
111-010 |
111-150 |
| PP |
110-303 |
110-303 |
110-303 |
111-010 |
| S1 |
110-197 |
110-197 |
110-290 |
110-250 |
| S2 |
110-083 |
110-083 |
110-270 |
|
| S3 |
109-183 |
109-297 |
110-250 |
|
| S4 |
108-283 |
109-077 |
110-189 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-230 |
114-290 |
111-265 |
|
| R3 |
114-050 |
113-110 |
111-128 |
|
| R2 |
112-190 |
112-190 |
111-082 |
|
| R1 |
111-250 |
111-250 |
111-036 |
111-130 |
| PP |
111-010 |
111-010 |
111-010 |
110-270 |
| S1 |
110-070 |
110-070 |
110-264 |
109-270 |
| S2 |
109-150 |
109-150 |
110-218 |
|
| S3 |
107-290 |
108-210 |
110-172 |
|
| S4 |
106-110 |
107-030 |
110-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-270 |
110-090 |
1-180 |
1.4% |
0-224 |
0.6% |
44% |
False |
False |
42,173 |
| 10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-187 |
0.5% |
43% |
False |
False |
27,355 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-164 |
0.5% |
43% |
False |
False |
15,657 |
| 40 |
114-110 |
110-090 |
4-020 |
3.7% |
0-103 |
0.3% |
17% |
False |
False |
8,050 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-069 |
0.2% |
15% |
False |
False |
5,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-065 |
|
2.618 |
113-026 |
|
1.618 |
112-126 |
|
1.000 |
111-310 |
|
0.618 |
111-226 |
|
HIGH |
111-090 |
|
0.618 |
111-006 |
|
0.500 |
110-300 |
|
0.382 |
110-274 |
|
LOW |
110-190 |
|
0.618 |
110-054 |
|
1.000 |
109-290 |
|
1.618 |
109-154 |
|
2.618 |
108-254 |
|
4.250 |
107-215 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-307 |
110-290 |
| PP |
110-303 |
110-270 |
| S1 |
110-300 |
110-250 |
|